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Determinants of Foreign Institutional Investment in India: An Empirical Analysis
13 references·0 citing·42 second hop
Determinants of Foreign Institutional Investment in India: An Empirical Analysis (2015)Determinants of Foreign Institutional Inv…An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)An Autoregressive Distributed…Unit roots in macroeconomic time series: theory, implications, and evidence (2005)Unit roots in macroeconomic t…DETERMINANTS OF FOREIGN INSTITUTIONAL INVESTMENT IN INDIA: THE ROLE OF RETURN, RISK, AND INFLATION (2004)DETERMINANTS OF FOREIGN INSTI…Investor herding during financial crisis: A clinical study of the Jakarta Stock Exchange (2003)Investor herding during finan…Daily Cross-Border Equity Flows: Pushed or Pulled? (2002)Daily Cross-Border Equity Flo…The portfolio flows of international investors (2001)The portfolio flows of intern…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …International Portfolio Investment Flows (1997)International Portfolio Inves…U.S. Equity Investment in Emerging Stock Markets (1995)U.S. Equity Investment in Eme…Home bias and high turnover (1995)Home bias and high turnoverEstimating long-run relationships in economics (1993)Estimating long-run relations…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…The direct estimation of the equilibrium response in a linear dynamic model (1979)The direct estimation of the …Arany János drámafordításai. 1. köt. Arisztophanész: 1. r. (1961)Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors (1987)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand* (2003)Does globalization impede environmental quality in India? (2015)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Estimating long-run relationships from dynamic heterogeneous panels (1995)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The saving and investment nexus for China: evidence from cointegration tests (2005)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Portfolio Selection: Efficient Diversification of Investments (1959)Taking Time Seriously (2008)Financialization and U.S. Income Inequality, 1970–2008 (2013)Noise Trader Risk in Financial Markets (1990)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)The impact of institutional trading on stock prices (1992)Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis (2009)Bond market investor herding: Evidence from the European financial crisis (2015)Evidence of Intraday Multifractality in European Stock Markets during the Recent Coronavirus (COVID-19) Outbreak (2020)An equilibrium model of the international capital market (1974)International Portfolio Choice and Corporation Finance: A Synthesis (1983)Investor Diversification and International Equity Markets (1991)Trying to Explain Home Bias in Equities and Consumption (1999)Local Does as Local Is: Information Content of the Geography of Individual Investors' Common Stock Investments (2005)Time‐Varying World Market Integration (1995)Why is there a home bias? An analysis of foreign portfolio equity ownership in Japan (1997)A Rational Expectations Model of Financial Contagion (2002)Capital Inflows and Real Exchange Rate Appreciation in Latin America: The Role of External Factors (1993)Evaluating the gains from international risksharing (1995)A pecking order of capital inflows and international tax principles (1998)Regional Contagion and the Globalization of Securities Markets (1999)Continuous Auctions and Insider Trading (1985)Mutual Fund Herding and the Impact on Stock Prices (1999)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)Style investing (2003)Dynamic correlation analysis of financial contagion: Evidence from Asian markets (2007)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 2001Bounds testing approaches to the analysis of level relationships20,339 cited
  • 2012An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis3,941 cited
  • 1997International Portfolio Investment Flows1,284 cited
  • 1995Home bias and high turnover1,245 cited
  • 2001The portfolio flows of international investors956 cited
  • 1979The direct estimation of the equilibrium response in a linear dynamic model409 cited
  • 1993Estimating long-run relationships in economics394 cited
  • 1995U.S. Equity Investment in Emerging Stock Markets144 cited
  • 2003Investor herding during financial crisis: A clinical study of the Jakarta Stock Exchange125 cited
  • 2002Daily Cross-Border Equity Flows: Pushed or Pulled?85 cited
  • 2005Unit roots in macroeconomic time series: theory, implications, and evidence74 cited
  • 2004DETERMINANTS OF FOREIGN INSTITUTIONAL INVESTMENT IN INDIA: THE ROLE OF RETURN, RISK, AND INFLATION64 cited

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